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Methods of Mathematical Finance

by Ioannis Karatzas

  • ISBN: 9780387948393
  • ISBN10: 0387948392

Methods of Mathematical Finance

by Ioannis Karatzas

  • List Price: $149.00
  • Binding: Hardcover
  • Publisher: Springer Verlag
  • Publish date: 08/01/1998
  • ISBN: 9780387948393
  • ISBN10: 0387948392
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Description: Written by two of the best-known researchers in mathematical finance, this book presents techniques of practical importance as well as advanced methods for research. Contingent claim pricing and optimal consumption/investment in both complete and incomplete markets are discussed, as well as brownian motion in financial markets and constrained consumption and investment. This book treats these topics for the first time in a unified manner and will be of practical importance to practitioners in mathematical finance, especially for pricing exotic options.
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